Dependence Calibration in Conditional Copulas: A Nonparametric Approach

Published 2010 View Full Article

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Title
Dependence Calibration in Conditional Copulas: A Nonparametric Approach
Authors
Keywords
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Journal
BIOMETRICS
Volume 67, Issue 2, Pages 445-453
Publisher
Wiley
Online
2010-08-29
DOI
10.1111/j.1541-0420.2010.01472.x
References
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